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Christian Lundblad

Distinguished Professor of Finance · UNC Kenan-Flagler Business School

Distinguished Professor of Finance at UNC Kenan-Flagler Business School. His research covers empirical asset pricing, investment management, and international finance with an emphasis on emerging markets.

2 papers tracked 2 classics ⌁ Follow this author

Showing 2 papers

Published Classic Published Oct 2020

Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk

Anusha Chari · Karlye Dilts Stedman · Christian Lundblad

Shifts in global risk appetite move not just the middle of the emerging-market capital-flow and return distributions but their left tails, and usually the left tail more. Estimating panel quantile …

Capital Flows International Finance Risk Premia Financial Markets Free Read ↗

Published Classic Review of Financial Studies Online 7 Apr 2020 Published Feb 2021

Taper Tantrums: Quantitative Easing, Its Aftermath, and Emerging Market Capital Flows

Anusha Chari · Karlye Dilts Stedman · Christian Lundblad

Identifying US monetary policy shocks from daily moves in five-year Treasury futures around FOMC announcements, this paper shows that during the unconventional-policy years those shocks largely …

Quantitative Easing Unconventional Monetary Policy Capital Flows Monetary Policy Shocks High Frequency Identification